Search Results for author: Alvaro Cauderan

Found 2 papers, 1 papers with code

Zero-Shot Transfer in Imitation Learning

no code implementations10 Oct 2023 Alvaro Cauderan, Gauthier Boeshertz, Florian Schwarb, Calvin Zhang

We present an algorithm that learns to imitate expert behavior and can transfer to previously unseen domains without retraining.

Imitation Learning

Deep Reinforcement Learning for Active High Frequency Trading

1 code implementation18 Jan 2021 Antonio Briola, Jeremy Turiel, Riccardo Marcaccioli, Alvaro Cauderan, Tomaso Aste

The training is performed on three contiguous months of high frequency Limit Order Book data, of which the last month constitutes the validation data.

reinforcement-learning Reinforcement Learning (RL) +1

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